We are live on
!
Find out more
Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
+8.45%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.83%
AUM
$28.2B
AUM Growth
+$570M
(+2.1%)
Cap. Flow
-$987M
Cap. Flow
% of AUM
-3.5%
Top 10 Holdings %
Top 10 Hldgs %
6.55%
Holding
3,509
New
608
Increased
949
Reduced
1,107
Closed
828
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kroger
KR
|
+$187M |
| 2 |
Occidental Petroleum
OXY
|
+$145M |
| 3 |
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
|
+$135M |
| 4 |
Charter Communications
CHTR
|
+$134M |
| 5 |
Merck
MRK
|
+$134M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$192M |
| 2 |
DD
Du Pont De Nemours E I
DD
|
+$180M |
| 3 |
RTX Corp
RTX
|
+$157M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$149M |
| 5 |
MGM Resorts International
MGM
|
+$148M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 11.44% |
| 2 | Consumer Discretionary | 10.9% |
| 3 | Industrials | 10.48% |
| 4 | Healthcare | 8.45% |
| 5 | Financials | 8.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1101
PUT
Ventas
VTR
$44.7B
| $2.91M | 0.01% |
44,700
-53,800
| -55% | -$3.63M |
|
|
1102
CALL
Meta Platforms (Facebook)
META
$1.37T
| $2.9M | 0.01% |
17,000
-53,700
| -76% | -$8.96M |
|
|
IMGN
1103
DELISTED
Immunogen Inc
IMGN
| $2.9M | 0.01% |
379,420
+330,953
| +683% | +$2.2M |
|
1104
PUT
Nike
NKE
$62.7B
| $2.9M | 0.01% |
55,900
+9,900
| +22% | +$556K |
|
1105
Sonoco
SON
$5.62B
| $2.9M | 0.01% |
57,400
+23,879
| +71% | +$1.18M |
|
|
IIP
1106
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $2.89M | 0.01% |
663,636
+142,535
| +27% | +$620K |
|
|
BV
1107
DELISTED
Bazaarvoice, Inc.
BV
| $2.89M | 0.01% |
583,001
-270,864
| -32% | -$1.29M |
|
|
STMP
1108
DELISTED
Stamps.com, Inc.
STMP
| $2.89M | 0.01% |
+14,243
| New | +$2.61M |
|
|
BLUE
1109
PUT
DELISTED
bluebird bio
BLUE
| $2.88M | 0.01% |
+1,621
| New | +$2.26M |
|
1110
HEICO Corp
HEI
$49.5B
| $2.88M | 0.01% |
+62,527
| New | +$2.66M |
|
|
DCM
1111
DELISTED
NTT DOCOMO, Inc.
DCM
| $2.87M | 0.01% |
125,748
-13,747
| -10% | -$320K |
|
|
WRI
1112
DELISTED
Weingarten Realty Investors
WRI
| $2.86M | 0.01% |
90,227
+30,437
| +51% | +$972K |
|
1113
CALL
Core Laboratories
CLB
$477M
| $2.86M | 0.01% |
29,000
+6,100
| +27% | +$591K |
|
1114
A10 Networks
ATEN
$2.16B
| $2.86M | 0.01% |
378,296
+205,881
| +119% | +$1.4M |
|
1115
United Microelectronic
UMC
$47.5B
| $2.85M | 0.01% |
1,140,304
-502,185
| -31% | -$1.23M |
|
1116
CRH
CRH
$64.1B
| $2.85M | 0.01% |
75,243
-26,401
| -26% | -$934K |
|
1117
Sun Life Financial
SLF
$45.9B
| $2.84M | 0.01% |
71,353
-238,721
| -77% | -$9.11M |
|
1118
AngioDynamics
ANGO
$610M
| $2.84M | 0.01% |
166,137
-68,453
| -29% | -$1.15M |
|
1119
PUT
PNC Financial Services
PNC
$99.2B
| $2.83M | 0.01% |
21,000
-109,700
| -84% | -$14.1M |
|
1120
PUT
Affiliated Managers Group
AMG
$9.65B
| $2.83M | 0.01% |
14,900
+1,300
| +10% | +$231K |
|
|
WLL
1121
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $2.82M | 0.01% |
1,722
+630
| +58% | +$926K |
|
|
DNKN
1122
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.81M | 0.01% |
53,000
+19,500
| +58% | +$1.03M |
|
|
PNNT
1123
Pennant Park Investment Corp
PNNT
$217M
| $2.81M | 0.01% |
373,884
-79,374
| -18% | -$597K |
|
|
AYR
1124
DELISTED
Aircastle Ltd
AYR
| $2.79M | 0.01% |
125,357
-15,249
| -11% | -$339K |
|
1125
CALL
Advanced Micro Devices
AMD
$791B
| $2.79M | 0.01% |
218,800
-249,100
| -53% | -$3.25M |
|
Similar funds
VAM
Two Sigma Investments's Q3 2017 Portfolio in Review
As of Q3 2017, Two Sigma Investments held 3,509 positions worth $28.2B, up 2.1% from $27.6B the previous quarter. Its ten largest holdings account for 6.5% of the portfolio.
Two Sigma Investments withdrew a net $987M in Q3 2017, closing 828 positions and reducing 1,107 holdings. Its most notable exit was Du Pont De Nemours E I, an estimated $180M position sold in full.
By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Two Sigma Investments opened a new position in Scripps Networks Interactive, Inc Common Class A worth $141M.
- Two Sigma Investments's largest Q3 2017 buy was Scripps Networks Interactive, Inc Common Class A: 1,645,813 shares worth $141M.
- Two Sigma Investments added most to Kroger in Q3 2017, an estimated $187M increase.
- Two Sigma Investments's biggest Q3 2017 reduction was Meta Platforms (Facebook), cutting an estimated $192M.
- Two Sigma Investments fully exited Du Pont De Nemours E I in Q3 2017, selling an estimated $180M.
- Two Sigma Investments's ten largest holdings make up 6.5% of its $28.2B portfolio in Q3 2017.
- Two Sigma Investments opened 608 new positions and closed 828 in Q3 2017.
- Two Sigma Investments's portfolio value rose 2.1% quarter-over-quarter to $28.2B.
Based on Two Sigma Investments's 13F filing for Q3 2017, filed 14 Nov 2017.